Collapse · KOSPI Index (2015)
Replay the KOSPI collapse from September 2015 to April 2016 across 146 daily bars, navigating a 10.6% drawdown and 25 decision points. Step through each authentic trading day, weigh policy-driven volatility, and receive an AI coach review of your choices. Simulated capital, educational only.
146 daily bars · 25 decision points · 2015-09 to 2016-04 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 10.6% and a 9.3% run-up.
- Max drawdown
- −10.6%
- Max run-up
- +9.3%
- Duration
- 217 days
- Largest single-day move
- +3.0%
- Bars
- 146 Daily bars
- Decision points
- 25
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The KOSPI Index in September 2015 stood at a pivotal juncture. The Korean equity market entered a period marked by heightened policy-driven volatility as global and domestic forces converged to create uncertainty across trading sessions. Over 146 daily bars spanning from September 2015 to April 2016, participants faced an environment where every policy signal carried the potential to trigger significant market reactions. This was not a smooth, linear decline but a turbulent journey that would test conviction, discipline, and risk management.
The headline numbers reveal a market that ultimately recovered, closing the period at 1981.32, representing a gain of 5.5% from the opening level of 1878.68. Yet this aggregate figure conceals the true character of the journey. The market endured a maximum drawdown of 10.6%, with the largest single-bar move reaching 3.0%. These swings created 25 decision points across the dataset, of which 9 were classified as critical junctures demanding decisive action. Navigating this choppy terrain required participants to respond thoughtfully to each policy development while managing directional exposure.
This replay scenario distills essential lessons in process and psychology. The 10.6% drawdown demonstrates how even a positive net outcome can involve substantial interim losses that test emotional resolve. The presence of 25 distinct decision points, with 9 critical moments, underscores the value of preparing systematic responses before volatility strikes. Decision training in this environment hones the ability to maintain discipline when positions move against expectations, to distinguish between signal and noise in policy communications, and to calibrate position sizing appropriately for the underlying regime. Simulated replay of this episode offers practitioners a structured laboratory to refine these skills without financial risk.